Function that returns a datatable

[takkone]

When a function returns a datatable, does it just return a pointer to a datatable? I mean is the below example, which method to load a DataGrid would be better (1 or 2)? Are both equally efficient and accepted use of a function and datatable? (using pseudo-code here)

Function GetData() as DataTable
 Dim myDataTable as New DataTable
 cn.Open()
  rSQLReader = cmd.ExecuteReader
  myDataTable.Load(rSQLReader)
 cn.Close()
 Return myDataTable
End Function

Sub LoadDataGrid1()
 Dim dt as New DataTable
 dt = GetData()
 myDataGrid.DataSource = dt
End Sub

Sub LoadDataGrid2()
 myDataGrid.DataSource = GetData()
End Sub